Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383936.5739 | 323909.6721 | 60026.9017 | -77120.8773 | 45260.7488 | -122381.6262 |
Total P&L (%) | 383.9366 | 323.9097 | 60.0269 | -77.1209 | 45.2607 | -122.3816 |
Avg Daily Profit (%) | 0.1776 | 0.1499 | 0.0278 | -0.0682 | 0.0173 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222758 | -74448 | -279042 | -375809 | -69876 | -385033 |
Profit Factor | 1.4632 | 2.1036 | 1.1121 | 0.8693 | 1.2579 | 0.7047 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 81 | 39 | 42 | 77 | 37 | 40 |
Losing Trades | 37 | 20 | 17 | 41 | 22 | 19 |
Profitability (%) | 68.6441 | 66.1017 | 71.1864 | 65.2542 | 62.7119 | 67.7966 |
Ratio Avg Win / Avg Loss | 0.6684 | 1.0788 | 0.4501 | 0.4628 | 0.748 | 0.3347 |
Largest Winning Trade | 84604 | 84604 | 48837 | 222927 | 88666 | 222927 |
Largest Losing Trade | -196696 | -47952 | -196696 | -282232 | -61045 | -282232 |
Avg Bars in Trades | 107 | 100 | 114 | 107 | 100 | 114 |
Avg Bars in Winners | 89 | 81 | 97 | 90 | 80 | 99 |
Avg Bars in Losers | 146 | 138 | 155 | 139 | 133 | 145 |
Bars Traded | 12667 | 5926 | 6741 | 12667 | 5926 | 6741 |
Profit Streak | 36.3059 | 36.3059 | 132.6392 | 36.3059 | 36.3059 | 132.6392 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396418 | -164161 | -427824 | -577050 | -347856 | -753734 |
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12969, "evaluation_days": 2161.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575446400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758813627937, "expiration_time": 1764317808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 170, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 133, "offset": 110 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 383936.5738786223, 323909.6721374153, 60026.9017412071, -77120.8773474533, 45260.7488109197, -122381.626158373 ], [ 383.936574, 323.909672, 60.026902, -77.120877, 45.260749, -122.381626 ], [ 0.177625, 0.149854, 0.027771, -0.068214, 0.017275, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -222758, -74448, -279042, -375809, -69876, -385033 ], [ 1.46319, 2.103581, 1.112118, 0.869253, 1.257945, 0.704663 ], [ 118, 59, 59, 118, 59, 59 ], [ 81, 39, 42, 77, 37, 40 ], [ 37, 20, 17, 41, 22, 19 ], [ 68.644068, 66.101695, 71.186441, 65.254237, 62.711864, 67.79661 ], [ 0.668371, 1.078759, 0.450143, 0.462849, 0.747967, 0.334715 ], [ 84604, 84604, 48837, 222927, 88666, 222927 ], [ -196696, -47952, -196696, -282232, -61045, -282232 ], [ 107, 100, 114, 107, 100, 114 ], [ 89, 81, 97, 90, 80, 99 ], [ 146, 138, 155, 139, 133, 145 ], [ 12667, 5926, 6741, 12667, 5926, 6741 ], [ 36.305879, 36.305879, 132.639212, 36.305879, 36.305879, 132.639212 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 396418, -164161, -427824, -577050, -347856, -753734 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12969, "evaluation_days": 2161.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575446400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758813627937, "expiration_time": 1764317808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 170, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 133, "offset": 110 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|